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Re: Generalized SVD (GSVD)


Brian Gough wrote:
Karaoulis Marios writes:
> Hi, i am searching an GSVD algorithm (Matrix Computations Golub , Van > Loan chapter 8.7.3). All i can find is lapack and clapack funvtions, > which i can't really undersrtadn them in order to use them. Are any > plants for this function?


Sorry we don't have that function, you can find a complete list of
available matrix decompositions in the GSL Manual.  We'd like to add
GSVD too but I can't give any timescales.

Basically i am trying right now to write one (depending on Matlab's one). I believe i will finish it by the end of this week (if i find time). But i could use some help....

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KARAOULIS MARIOS
Geophysical Laboratory
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